Mitsui Kinzoku Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:53.31% (+3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1674 | 15.17 | |
| 0.0367 | 15.26 | |
| 0.9024 | 306.63 | |
| 0.0765 | 12.12 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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